cdriveraus/ctsem: Continuous Time Structural Equation Modelling

A hierarchical, multivariate, continuous (and discrete) time dynamic modelling package for panel and time series data, using stochastic differential equations. Contains a faster frequentist set of functions using OpenMx for single subject and mixed-effects (random intercepts only) structural equation models, or a hierarchical Bayesian implementation using Stan that allows for random effects and non-linearity over all model parameters. Allows for modelling of multiple noisy measurements of multiple stochastic processes, time varying input / event covariates, and time invariant covariates used to predict the parameters. Bayesian formulation not available on 32 bit Windows systems.

Getting started

Package details

Maintainer
LicenseGPL-3
Version2.9.2
URL https://github.com/cdriveraus/ctsem
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("cdriveraus/ctsem")
cdriveraus/ctsem documentation built on April 18, 2019, 9:51 a.m.